+111.5%
WDAY vs AON
+209.9%
-98.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -10.5% | -5.9% | -4.7% | -7.2% |
| 30D | +2.1% | -13.7% | +15.8% | +11.4% |
| 3M | +34.6% | -8.3% | +42.9% | +42.6% |
| 6M | +29.9% | -3.6% | +33.5% | +33.6% |
| YTD | -13.8% | -12.4% | -1.5% | -6.6% |
| 1Y | -18.3% | -14.6% | -3.6% | -10.3% |
| 3Y | -26.2% | -5.7% | -20.4% | -25.4% |
| 5Y | -30.8% | +9.1% | -40.0% | -36.8% |
| All | +111.5% | +209.9% | -98.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling